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Approximate dynamic programming : solving the curses of dimensionality / Warren B. Powell
Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Wiley series in probability and statisticsPublisher: Hoboken, N.J : Wiley, c2011Edition: 2nd ed (Online-Ausg.)Description: Online-Ressource (1 online resource (xviii, 627 p.)) : illISBN:- 9781283273701
- 1283273705
- 9781118029152
- T57.83
Contents:
Summary: Intro -- Approximate Dynamic Programming -- Contents -- Preface to the Second Edition -- Preface to the First Edition -- Acknowledgments -- 1 The Challenges of Dynamic Programming -- 1.1 A Dynamic Programming Example: A Shortest Path Problem -- 1.2 The Three Curses of Dimensionality -- 1.3 Some Real Applications -- 1.4 Problem Classes -- 1.5 The Many Dialects of Dynamic Programming -- 1.6 What Is New in This Book? -- 1.7 Pedagogy -- 1.8 Bibliographic Notes -- 2 Some Illustrative Models -- 2.1 Deterministic Problems -- 2.2 Stochastic Problems -- 2.3 Information Acquisition Problems -- 2.4 A Simple Modeling Framework for Dynamic Programs -- 2.5 Bibliographic Notes -- Problems -- 3 Introduction to Markov Decision Processes -- 3.1 The Optimality Equations -- 3.2 Finite Horizon Problems -- 3.3 Infinite Horizon Problems -- 3.4 Value Iteration -- 3.5 Policy Iteration -- 3.6 Hybrid Value-Policy Iteration -- 3.7 Average Reward Dynamic Programming -- 3.8 The Linear Programming Method for Dynamic Programs -- 3.9 Monotone Policies* -- 3.10 Why Does It Work?** -- 3.11 Bibliographic Notes -- Problems -- 4 Introduction to Approximate Dynamic Programming -- 4.1 The Three Curses of Dimensionality (Revisited) -- 4.2 The Basic Idea -- 4.3 Q-Learning and SARSA -- 4.4 Real-Time Dynamic Programming -- 4.5 Approximate Value Iteration -- 4.6 The Post-Decision State Variable -- 4.7 Low-Dimensional Representations of Value Functions -- 4.8 So Just What Is Approximate Dynamic Programming? -- 4.9 Experimental Issues -- 4.10 But Does It Work? -- 4.11 Bibliographic Notes -- Problems -- 5 Modeling Dynamic Programs -- 5.1 Notational Style -- 5.2 Modeling Time -- 5.3 Modeling Resources -- 5.4 The States of Our System -- 5.5 Modeling Decisions -- 5.6 The Exogenous Information Process -- 5.7 The Transition Function -- 5.8 The Objective Function.PPN: PPN: 809424541Package identifier: Produktsigel: ZDB-26-MYL | BSZ-30-PQE-K1DLR | ZDB-30-PAD | ZDB-30-PQE
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